The Wise men asked Herod the King:
“Where is he who has been born king of the Jews?”
While this seems an unlikely question to ask a client king of the great Roman Empire, they were not asking in a complete vacuum.
The Roman historian Suetonius, who lived in the late 1st and early 2nd century, had written:
“There had spread over all the East an old and established belief, that it was fated at the time for men coming from Judea to rule the world.”
The Roman senator and historian Tacitus who lived at the same time wrote:
“There was a firm persuasion that at this very time the east was to grow powerful and rulers coming from Judea were to acquire a universal empire.”
The Jewish-Roman historian Josephus writes in his Jewish Wars that the Jews believed that one from their country would soon become ruler of the habitable world.
However, the Wise Men were asking the currently ruling King of the Jews where the king of the Jews was, perhaps unwisely, and no doubt Herod inferred this as an accusation that he was an imposter. Herod had been particularly paranoid at this time and mistrusted all those around him as contenders for the tenuously held throne.
Instead of imprisoning these Magi for their impudence, he perceptively endeavored to determine how he could get from them any intelligence so he could to eliminate this potential rival. With what he learned from them about the appearance of the Star, as well as what his own scholars gleaned from the Biblical prophecies, Herod determined that this “king of the Jews” was no more than two years of age and living in the nearby town of Bethlehem, the City of David, just 6 miles away.